+31,139.8%
HD vs HUM
+5,562.3%
+25,577.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.1% |
| 7D | -2.1% | +4.2% | -6.2% | -2.8% |
| 30D | -8.4% | +10.4% | -18.8% | -10.1% |
| 3M | +4.3% | +15.1% | -10.7% | +1.5% |
| 6M | -11.1% | +120.9% | -132.1% | -23.5% |
| YTD | -4.7% | +57.9% | -62.6% | -13.5% |
| 1Y | -19.8% | +30.6% | -50.4% | -25.2% |
| 3Y | +4.1% | -9.6% | +13.7% | +0.8% |
| 5Y | +10.3% | +1.6% | +8.7% | +3.1% |
| 10Y | +203.2% | +146.4% | +56.7% | +139.6% |
| All | +31,139.8% | +5,562.3% | +25,577.5% | +10,504.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling